Report NEP-ECM-2014-09-25

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Gianfranco Piras & Ingmar R. Prucha, 2013. "On the Finite Sample Properties of Pre-test Estimators of Spatial Models," Working Papers Working Paper 2013-07, Regional Research Institute, West Virginia University.
• Isabelle Charlier & Davy Paindaveine & Jérôme Saracco, 2014. "Conditional Quantile Estimation Based on Optimal Quantization: from Theory to Practice," Working Papers ECARES ECARES 2014-39, ULB -- Universite Libre de Bruxelles.
• Item repec:cte:wsrepe:es142416 is not listed on IDEAS anymore

• Michael Creel & Dennis Kristensen, 2014. "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers 2014-30, Department of Economics and Business Economics, Aarhus University.
• Joseph Cummins, 2013. "On the Use and Misuse of Child Height-for-Age Z-score in the Demographic and Health Surveys," Working Papers 201417, University of California at Riverside, Department of Economics.
• Aman Ullah & Alan T.K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2014. "A Semiparametric Generalized Ridge Estimator and Link with Model Averaging," Working Papers 201412, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Huiyu Huang, 2014. "Forecasting Value-at-Risk Using High Frequency Information," Working Papers 201409, University of California at Riverside, Department of Economics.
• Tetsuya Takaishi, 2014. "Analysis of Spin Financial Market by GARCH Model," Papers 1409.0118, arXiv.org.
• Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014. "Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach," Center for Policy Research Working Papers 169, Center for Policy Research, Maxwell School, Syracuse University.
• Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014. "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers 2014-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Mauricio Romero & Álvaro Riascos & Diego Jara, 2014. "A derivation of the optimal answer-copying index and some applications," Documentos CEDE 12061, Universidad de los Andes, Facultad de Economía, CEDE.
• Tae-Hwy Lee & Weiping Yang, 2014. "Granger-Causality in Quantiles between Financial Markets: Using Copula Approach," Working Papers 201406, University of California at Riverside, Department of Economics.